Examples of ParRateDiscountingCalculator


Examples of com.opengamma.analytics.financial.provider.calculator.discounting.ParRateDiscountingCalculator

  /**
   * Tests the forward Forex rate through the method and through the calculator.
   */
  public void forwardRateMethodVsCalculator() {
    final double fwdMethod = METHOD_FX.forwardForexRate(FX, MULTICURVES);
    final ParRateDiscountingCalculator PRC = ParRateDiscountingCalculator.getInstance();
    final double fwdCalculator = FX.accept(PRC, MULTICURVES);
    assertEquals("Forex: forward rate", fwdMethod, fwdCalculator, TOLERANCE_RATE);
  }
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.